Gamma approximation of stochastic integrals
This project provides a way to model the distribution of random processes and their cumulative values, which have their applications, but not limited to, the pricing of actuarial and financial derivatives. Specifically, reinsurance Stop-Loss contracts depend on the terminal cumulative loss, where kn...
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| 主要作者: | |
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| 格式: | Final Year Project |
| 語言: | English |
| 出版: |
2019
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| 主題: | |
| 在線閱讀: | http://hdl.handle.net/10356/77151 |
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